A novel Student's \(t\)-based Kalman filter with colored measurement noise

DOI10.1007/s00034-020-01361-6zbMath1448.93326OpenAlexW3008376276MaRDI QIDQ2193648

Ming-ming Bai, Guang-le Jia, Yong-Gang Zhang, Ning Li

Publication date: 20 August 2020

Published in: Circuits, Systems, and Signal Processing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00034-020-01361-6

zbMATH Keywords

Kalman filtervariational Bayesiancolored measurement noiseheavy-tailed process and measurement noises

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Linear systems in control theory (93C05)

Related Items (1)

A new heavy-tailed robust Kalman filter with time-varying process bias

Uses Software

• PRMLT

Cites Work

• Unnamed Item
• A variational Bayesian approach to robust sensor fusion based on Student-\(t\) distribution
• On robust Kalman filtering
• Robust Kalman Filter Based on a Generalized Maximum-Likelihood-Type Estimator
• A Novel Robust Gaussian–Student's t Mixture Distribution Based Kalman Filter

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